Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:56, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair pricing and hedging under small perturbations of the numéraire on a finite probability space |
scientific article |
Statements
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (English)
0 references
8 February 2023
0 references
fair pricing
0 references
Föllmer-Schweizer decomposition
0 references
numéraire
0 references
stability
0 references
asymptotic analysis
0 references
conditional fair price
0 references
